Anic Equity¶

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Total return since start: 0.709 %¶

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Equity now: -----------------------------> 52204.2 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48077.93 Kr¶

PnL: ---------------------------------------> -854.07 Kr¶

DD now: ---------------------------------> -1.725 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 11:22:05.620382'

Anic Portfolio¶

Today¶

Return: 0.248 %¶

This Week¶

Return: -0.214 %¶

Total portfolio value¶

Return including deposits: 70.903 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 4.850000 688.940000 49.940000 7.820000 638.999984
Embracer Group B 26 2.790000 693.420000 31.420000 4.750000 661.999988
Vitrolife 3 2.080000 706.800000 29.800000 4.400000 677.000001
Xvivo Perfusion 3 -0.850000 874.500000 29.500000 3.490000 845.000001
Biotage 4 1.280000 632.000000 29.000000 4.810000 603.000000
Volati 5 4.890000 601.000000 27.000000 4.700000 574.000000
SynAct Pharma 9 0.410000 660.600000 15.600000 2.420000 645.000003
Addtech B 3 0.000000 715.200000 15.200000 2.170000 699.999999
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
NCC B 7 1.070000 663.600000 9.600000 1.470000 653.999997
Fortnox 10 0.000000 676.400000 8.400000 1.260000 668.000000
Humana 40 2.660000 680.000000 6.000000 0.890000 674.000000
Svolder B 35 -0.400000 2184.000000 5.000000 0.230000 2179.000005
Latour B 2 -0.620000 449.200000 0.200000 0.040000 449.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Indutrade 5 -0.940000 1316.000000 -4.000000 -0.300000 1320.000000
SCA A 4 0.680000 592.000000 -7.000000 -1.170000 599.000000
Nolato B 12 -1.200000 639.600000 -8.400000 -1.300000 648.000000
Addnode Group B 6 -2.290000 742.800000 -9.200000 -1.220000 751.999998
Sampo Oyj SDB 1 -0.900000 494.000000 -11.000000 -2.180000 505.000000
Investor B 3 -0.460000 645.750000 -12.250000 -1.860000 657.999999
Sdiptech B 3 -1.820000 809.400000 -12.600000 -1.530000 822.000000
BONESUPPORT HOLDING 10 -0.500000 1204.000000 -20.000000 -1.630000 1224.000000
Lime Technologies 2 -3.090000 565.000000 -28.000000 -4.720000 593.000000
Gaming Innovation Group 161 0.000000 4145.750000 -42.250000 -1.010000 4187.999942
Ambea 68 1.050000 2491.520000 -45.480000 -1.790000 2537.000032
Lundin Gold 7 -0.310000 914.200000 -59.800000 -6.140000 973.999999
Creades A 7 -0.700000 544.950000 -66.050000 -10.810000 610.999998
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Sedana Medical 135 2.480000 4236.300000 -94.700000 -2.190000 4330.999935
Investor A 16 -0.600000 3444.800000 -100.200000 -2.830000 3545.000000
New Wave B 40 -0.060000 3757.600000 -158.400000 -4.040000 3916.000000
Wästbygg Gruppen B 80 0.000000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 2.440000 2638.100000 -328.900000 -11.090000 2966.999993
TOTAL 48077.930000 -854.070000 -1.72467% 48931.999868

Updated:¶

'2023-06-14 11:22:21.856035'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶